+2,926.4%
V vs SPGI
+1,658.3%
+1,268.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.2% |
| 7D | -1.7% | +0.1% | -1.9% | -1.9% |
| 30D | +2.0% | +8.4% | -6.4% | -2.3% |
| 3M | +17.4% | +11.8% | +5.5% | +10.3% |
| 6M | +17.5% | +5.7% | +11.8% | +13.3% |
| YTD | +7.6% | -9.7% | +17.3% | +11.1% |
| 1Y | +7.7% | -12.5% | +20.2% | +12.7% |
| 3Y | +54.7% | +21.8% | +32.8% | +35.2% |
| 5Y | +73.0% | +8.2% | +64.9% | +58.1% |
| 10Y | +390.9% | +309.5% | +81.3% | +131.4% |
| All | +2,926.4% | +1,658.3% | +1,268.2% | +536.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling